Owconnect.htm 11) 6 Submitted Problem 11-25 Covariance and Correlation (Explanations Revised) You are given the following information State of Return on Return on Economy Stock A StockB Bear 103 114 074 046 149 234 awarded Normal Bull ored Assume each state of the economy is equally likely to happen. eBook Calculate the expected return of each stock. (Do not round intermediate celculations. Enter your answers as a percent rounded to 2 decimal places (e.g. 3216).) Ask Expected return Stock A Stock B [960]0% 111 1210% , Print References Calculate the standard deviation of each stock. (Do not round intermediate celculations. Enter your answers as a percent rounded to 2 decimal places (e.g 32.16).) Standard deviation 96510% 67001 0 % Stock A Stock B What is the covariance between the returns of the two stocks? (Negative amount should be Indicated by a minus sign. Do not round intermediate celculations and round your final answer to 6 decimal places (e.g., 32.161616).) Covariance